Spain
Universidad Pontificia Comillas
sovereign credit risk, sovereign credit derivatives, stock markets, lead-lag relationships
sovereign credit risk, sovereign credit derivatives, price discovery, stock markets, lead-lag relationships
Credit Default Swaps (CDS), Textual Analysis, Dodd-Frank Act.
Credit Default Swap, credit risk, default risk, contagion, risk correlation, systemic risk
Stock Exchanges Map, Self-Organizing Neural Networks
COVID-19, women leaders, women premiers, overconfidence, gender
diversification, global credit risk, investments, market risk, Credit Default Swap
behavioral finance, investor biases, stock market history, overconfidence, herding, regret aversion
Credit Default Swap, credit risk, default risk, contagion, risk correlation, systemic risk.